4 References

5 Parameters

On entry: p, the lower tail probability from the required gamma distribution.

Constraint:
0.0≤P<1.0.

2: A – REAL (KIND=nag_wp)Input

On entry: α, the shape parameter of the gamma distribution.

Constraint:
0.0<A≤106.

3: B – REAL (KIND=nag_wp)Input

On entry: β, the scale parameter of the gamma distribution.

Constraint:
B>0.0.

4: TOL – REAL (KIND=nag_wp)Input

On entry: the relative accuracy required by you in the results. The smallest recommended value is 50×δ, where δ=max10-18,machine precision. If G01FFF is entered with TOL less than 50×δ or greater or equal to 1.0, then 50×δ is used instead.

5: IFAIL – INTEGERInput/Output

On entry: IFAIL must be set to 0, -1​ or ​1. If you are unfamiliar with this parameter you should refer to Section 3.3 in the Essential Introduction for details.

For environments where it might be inappropriate to halt program execution when an error is detected, the value -1​ or ​1 is recommended. If the output of error messages is undesirable, then the value 1 is recommended. Otherwise, because for this routine the values of the output parameters may be useful even if IFAIL≠0 on exit, the recommended value is -1. When the value -1​ or ​1 is used it is essential to test the value of IFAIL on exit.

On exit: IFAIL=0 unless the routine detects an error or a warning has been flagged (see Section 6).

6 Error Indicators and Warnings

If on entry IFAIL=0 or -1, explanatory error messages are output on the current error message unit (as defined by X04AAF).

Note: G01FFF may return useful information for one or more of the following detected errors or warnings.